-24.1%
CLS vs AMDL
+175.5%
-199.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.9% | -7.3% | +1.1% |
| 7D | +23.5% | +103.5% | -80.0% | -1.1% |
| 30D | -28.9% | -18.3% | -10.6% | -27.6% |
| 3M | -25.2% | +20.1% | -45.2% | -32.2% |
| 6M | -32.1% | +15.9% | -48.0% | -41.0% |
| YTD | -14.1% | +303.0% | -317.1% | -57.0% |
| 1Y | -24.1% | +164.0% | -188.1% | -50.1% |
| All | -24.1% | +175.5% | -199.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling